Actually, I kind of share the above sediment on fuses. However, if for some reason your fuse keeps blowing, it is usually because of some mechanical with in the mech box.....usually. So it tends to be one way of the gun telling you to stop screwing around and figure out whats wrong.
That and if for some reason you have electrical issues, it can conserve the life of your motor and battery. Where as if you remove the fuse and do have electrical issues, your gun could still keep working, but you could end up killing your motor and or frying a couple hundred of your batteries mah.